diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index cc4955c..34adc4a 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -186,6 +186,7 @@ pub struct PlatformExprStrategyConfig {
     pub rotation_enabled: bool,
     pub explicit_action_stage: PlatformExplicitActionStage,
     pub explicit_action_schedule: Option<PlatformRebalanceSchedule>,
+    pub subscription_guard_required: bool,
     pub explicit_actions: Vec<PlatformTradeAction>,
 }
 
@@ -235,6 +236,7 @@ fn band_low(index_close) {
             rotation_enabled: true,
             explicit_action_stage: PlatformExplicitActionStage::OnDay,
             explicit_action_schedule: None,
+            subscription_guard_required: false,
             explicit_actions: Vec::new(),
         }
     }
@@ -1215,6 +1217,10 @@ impl PlatformExprStrategy {
         );
         scope.push("has_subscriptions", ctx.has_subscriptions());
         scope.push("subscription_count", ctx.subscription_count() as i64);
+        scope.push(
+            "subscription_guard_required",
+            self.config.subscription_guard_required,
+        );
         scope.push("has_process_events", ctx.has_process_events());
         scope.push("process_event_count", ctx.process_event_count() as i64);
         scope.push(
@@ -1346,6 +1352,10 @@ impl PlatformExprStrategy {
             "subscription_count".into(),
             Dynamic::from(ctx.subscription_count() as i64),
         );
+        day_factors.insert(
+            "subscription_guard_required".into(),
+            Dynamic::from(self.config.subscription_guard_required),
+        );
         day_factors.insert(
             "has_process_events".into(),
             Dynamic::from(ctx.has_process_events()),
@@ -2517,8 +2527,9 @@ impl PlatformExprStrategy {
         ctx: &StrategyContext<'_>,
         date: NaiveDate,
         day: &DayExpressionState,
-    ) -> Result<Vec<OrderIntent>, BacktestError> {
+    ) -> Result<(Vec<OrderIntent>, Vec<String>), BacktestError> {
         let mut intents = Vec::new();
+        let mut diagnostics = Vec::new();
         for action in &self.config.explicit_actions {
             match action {
                 PlatformTradeAction::Order {
@@ -2540,6 +2551,13 @@ impl PlatformExprStrategy {
                     )? {
                         continue;
                     }
+                    if self.config.subscription_guard_required && !ctx.is_subscribed(symbol) {
+                        diagnostics.push(format!(
+                            "subscription_guard_denied symbol={} action={:?}",
+                            symbol, kind
+                        ));
+                        continue;
+                    }
                     match kind {
                         PlatformExplicitOrderKind::Shares => {
                             let quantity =
@@ -2900,11 +2918,26 @@ impl PlatformExprStrategy {
                     if !self.action_when_matches(ctx, day, None, when_expr.as_deref())? {
                         continue;
                     }
-                    let target_weights =
+                    let mut target_weights =
                         self.eval_float_map_expr(ctx, target_weights_expr, day, None, None)?;
                     if target_weights.is_empty() {
                         continue;
                     }
+                    if self.config.subscription_guard_required {
+                        let before = target_weights.len();
+                        target_weights.retain(|symbol, _| ctx.is_subscribed(symbol));
+                        let removed = before.saturating_sub(target_weights.len());
+                        if removed > 0 {
+                            diagnostics.push(format!(
+                                "subscription_guard_filtered target_portfolio_smart removed={} remaining={}",
+                                removed,
+                                target_weights.len()
+                            ));
+                        }
+                        if target_weights.is_empty() {
+                            continue;
+                        }
+                    }
                     let order_prices = order_prices_expr
                         .as_deref()
                         .map(|expr| {
@@ -2926,7 +2959,7 @@ impl PlatformExprStrategy {
                 }
             }
         }
-        Ok(intents)
+        Ok((intents, diagnostics))
     }
 
     fn explicit_action_decision(
@@ -2934,8 +2967,9 @@ impl PlatformExprStrategy {
         ctx: &StrategyContext<'_>,
     ) -> Result<StrategyDecision, BacktestError> {
         let day = self.day_state(ctx, ctx.execution_date)?;
-        let order_intents = self.explicit_action_intents(ctx, ctx.execution_date, &day)?;
-        let diagnostics = vec![format!(
+        let (order_intents, action_diagnostics) =
+            self.explicit_action_intents(ctx, ctx.execution_date, &day)?;
+        let mut diagnostics = vec![format!(
             "platform_expr signal={} last={:.2} explicit_actions={} stage={}",
             self.config.signal_symbol,
             day.signal_close,
@@ -2945,6 +2979,7 @@ impl PlatformExprStrategy {
                 PlatformExplicitActionStage::OnDay => "on_day",
             }
         )];
+        diagnostics.extend(action_diagnostics);
         Ok(StrategyDecision {
             rebalance: false,
             target_weights: BTreeMap::new(),
@@ -3327,14 +3362,14 @@ impl Strategy for PlatformExprStrategy {
         }
 
         let day = self.day_state(ctx, date)?;
-        let explicit_action_intents = if self.config.explicit_action_stage
-            == PlatformExplicitActionStage::OnDay
-            && self.explicit_actions_active(ctx.data.calendar(), date)
-        {
-            self.explicit_action_intents(ctx, date, &day)?
-        } else {
-            Vec::new()
-        };
+        let (explicit_action_intents, explicit_action_diagnostics) =
+            if self.config.explicit_action_stage == PlatformExplicitActionStage::OnDay
+                && self.explicit_actions_active(ctx.data.calendar(), date)
+            {
+                self.explicit_action_intents(ctx, date, &day)?
+            } else {
+                (Vec::new(), Vec::new())
+            };
         let mut selection_notes = Vec::new();
         let trading_ratio = if self.config.rotation_enabled {
             self.trading_ratio(ctx, &day)?
@@ -3557,6 +3592,7 @@ impl Strategy for PlatformExprStrategy {
             "platform strategy script executed through expression runtime + bid1/ask1 snapshot execution".to_string(),
         ];
         diagnostics.extend(selection_notes);
+        diagnostics.extend(explicit_action_diagnostics);
 
         let notes = vec![
             format!("stock_list={}", stock_list.len()),
@@ -4275,6 +4311,95 @@ mod tests {
         }
     }
 
+    #[test]
+    fn platform_strategy_filters_target_portfolio_smart_by_subscription_guard() {
+        let date = d(2025, 2, 3);
+        let data = DataSet::from_components(
+            vec![],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: "000001.SH".to_string(),
+                timestamp: Some("2025-02-03 10:18:00".to_string()),
+                day_open: 1000.0,
+                open: 1000.0,
+                high: 1002.0,
+                low: 998.0,
+                close: 1001.0,
+                last_price: 1001.0,
+                bid1: 1000.5,
+                ask1: 1001.5,
+                prev_close: 999.0,
+                volume: 100_000,
+                tick_volume: 5_000,
+                bid1_volume: 2_500,
+                ask1_volume: 2_500,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 1098.9,
+                lower_limit: 899.1,
+                price_tick: 0.01,
+            }],
+            vec![],
+            vec![],
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1001.0,
+                prev_close: 999.0,
+                volume: 100_000,
+            }],
+        )
+        .expect("dataset");
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::from(["000001.SZ".to_string()]);
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            data: &data,
+            portfolio: &portfolio,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+        };
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.signal_symbol = "000001.SH".to_string();
+        cfg.rotation_enabled = false;
+        cfg.subscription_guard_required = true;
+        cfg.benchmark_short_ma_days = 1;
+        cfg.benchmark_long_ma_days = 1;
+        cfg.explicit_actions = vec![PlatformTradeAction::TargetPortfolioSmart {
+            target_weights_expr: "{\"000001.SZ\": 0.30, \"000002.SZ\": 0.20}".to_string(),
+            order_prices_expr: Some("TWAPOrder(1000, 1030)".to_string()),
+            valuation_prices_expr: Some(
+                "{\"000001.SZ\": signal_close, \"000002.SZ\": signal_close}".to_string(),
+            ),
+            when_expr: Some("subscription_guard_required".to_string()),
+            reason: "guarded_target_portfolio_smart".to_string(),
+        }];
+        let mut strategy = PlatformExprStrategy::new(cfg);
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert!(
+            decision
+                .diagnostics
+                .iter()
+                .any(|item| item.contains("subscription_guard_filtered target_portfolio_smart"))
+        );
+        assert_eq!(decision.order_intents.len(), 1);
+        match &decision.order_intents[0] {
+            crate::strategy::OrderIntent::TargetPortfolioSmart { target_weights, .. } => {
+                assert_eq!(target_weights.len(), 1);
+                assert_eq!(target_weights.get("000001.SZ").copied(), Some(0.30));
+            }
+            other => panic!("unexpected guarded target portfolio intent: {other:?}"),
+        }
+    }
+
     #[test]
     fn platform_strategy_emits_explicit_actions_in_open_auction_stage() {
         let date = d(2025, 2, 3);
diff --git a/crates/fidc-core/src/strategy_ai.rs b/crates/fidc-core/src/strategy_ai.rs
index 73ccf1c..85a1146 100644
--- a/crates/fidc-core/src/strategy_ai.rs
+++ b/crates/fidc-core/src/strategy_ai.rs
@@ -120,7 +120,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualSection {
                 title: "trading.rotation / order.* / cancel.* / update_universe / subscribe".to_string(),
-                detail: "支持显式下单、撤单、AlgoOrder 和动态 universe 管理。可以用 trading.rotation(false) 关闭默认轮动链路，再用 trading.stage(\"open_auction\" | \"on_day\") 指定执行阶段，用 trading.schedule.daily().at([\"10:18\"]) / trading.schedule.weekly(weekday=5).at([\"10:18\"]) / trading.schedule.weekly(tradingday=-1).at([\"10:18\"]) / trading.schedule.monthly(tradingday=1).at([\"10:18\"]) 指定触发频率和分钟级 time_rule，然后写 order.shares(\"600000.SH\", 1000)、order.target_shares(\"600000.SH\", 2000)、order.value(\"600000.SH\", cash * 0.25)、order.target_percent(\"600000.SH\", 0.05)、order.limit_value(\"600000.SH\", cash * 0.25, open * 0.99)、order.vwap_value(\"600000.SH\", cash * 0.25, \"09:31\", \"09:40\")、order.twap_percent(\"600000.SH\", 0.05, \"10:00\", \"10:30\")、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices=VWAPOrder(930, 940), valuation_prices={\"600000.SH\": prev_close})、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices={\"600000.SH\": open * 0.99}, valuation_prices={\"600000.SH\": prev_close})、cancel.order(12345)、cancel.symbol(\"600000.SH\")、cancel.all()、update_universe([\"600000.SH\", \"000001.SZ\"])、subscribe([\"000001.SZ\"])、unsubscribe([\"000001.SZ\"])。其中 order.target_shares(...) 对应 rqalpha 的 order_to，order.target_portfolio_smart(...) 对应 rqalpha 的 order_target_portfolio_smart 批量目标权重语义；order_prices 既可以是逐标的限价映射，也可以是 VWAPOrder/TWAPOrder 这类全局 AlgoOrder；order.vwap_* / order.twap_* 对应 rqalpha 的 AlgoOrder 时间窗订单风格，而 update_universe/subscribe/unsubscribe 对应 rqalpha 的动态 universe 与订阅接口。symbol 使用标准证券代码；数量、金额、仓位、时间窗、限价、order_id 和 symbol 列表都支持表达式；这些语句也支持放进 when/unless 条件块。".to_string(),
+                detail: "支持显式下单、撤单、AlgoOrder 和动态 universe 管理。可以用 trading.rotation(false) 关闭默认轮动链路，再用 trading.stage(\"open_auction\" | \"on_day\") 指定执行阶段；需要模拟 rqalpha 的 tick 订阅保护时，可写 trading.subscription_guard(true)，未订阅 symbol 的显式订单会被拦截，TargetPortfolioSmart + AlgoOrder 会过滤未订阅标的。用 trading.schedule.daily().at([\"10:18\"]) / trading.schedule.weekly(weekday=5).at([\"10:18\"]) / trading.schedule.weekly(tradingday=-1).at([\"10:18\"]) / trading.schedule.monthly(tradingday=1).at([\"10:18\"]) 指定触发频率和分钟级 time_rule，然后写 order.shares(\"600000.SH\", 1000)、order.target_shares(\"600000.SH\", 2000)、order.value(\"600000.SH\", cash * 0.25)、order.target_percent(\"600000.SH\", 0.05)、order.limit_value(\"600000.SH\", cash * 0.25, open * 0.99)、order.vwap_value(\"600000.SH\", cash * 0.25, \"09:31\", \"09:40\")、order.twap_percent(\"600000.SH\", 0.05, \"10:00\", \"10:30\")、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices=VWAPOrder(930, 940), valuation_prices={\"600000.SH\": prev_close})、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices={\"600000.SH\": open * 0.99}, valuation_prices={\"600000.SH\": prev_close})、cancel.order(12345)、cancel.symbol(\"600000.SH\")、cancel.all()、update_universe([\"600000.SH\", \"000001.SZ\"])、subscribe([\"000001.SZ\"])、unsubscribe([\"000001.SZ\"])。其中 order.target_shares(...) 对应 rqalpha 的 order_to，order.target_portfolio_smart(...) 对应 rqalpha 的 order_target_portfolio_smart 批量目标权重语义；order_prices 既可以是逐标的限价映射，也可以是 VWAPOrder/TWAPOrder 这类全局 AlgoOrder；order.vwap_* / order.twap_* 对应 rqalpha 的 AlgoOrder 时间窗订单风格，而 update_universe/subscribe/unsubscribe 对应 rqalpha 的动态 universe 与订阅接口。symbol 使用标准证券代码；数量、金额、仓位、时间窗、限价、order_id 和 symbol 列表都支持表达式；这些语句也支持放进 when/unless 条件块。".to_string(),
             },
             ManualSection {
                 title: "when / unless / else".to_string(),
@@ -142,6 +142,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     ManualField { name: "open_buy_qty/open_sell_qty/latest_open_order_id".to_string(), field_type: "int".to_string(), detail: "当前阶段未成交买卖挂单的剩余数量汇总，以及最近一笔挂单 id。".to_string() },
                     ManualField { name: "has_dynamic_universe/dynamic_universe_count".to_string(), field_type: "bool/int".to_string(), detail: "当前策略上下文是否存在动态 universe，以及动态 universe 内证券数量。".to_string() },
                     ManualField { name: "has_subscriptions/subscription_count".to_string(), field_type: "bool/int".to_string(), detail: "当前订阅集合是否为空，以及订阅证券数量。".to_string() },
+                    ManualField { name: "subscription_guard_required".to_string(), field_type: "bool".to_string(), detail: "当前显式交易是否启用订阅保护；启用后未订阅标的的显式订单会被拒绝生成。".to_string() },
                     ManualField { name: "has_process_events/process_event_count/process_event_counts".to_string(), field_type: "bool/int/map".to_string(), detail: "当前阶段可见的过程事件摘要；process_event_counts[\"trade\"] 这类写法可直接读取当天事件计数。".to_string() },
                     ManualField { name: "current_process_kind/current_process_order_id/current_process_symbol/current_process_side/current_process_detail".to_string(), field_type: "string/int".to_string(), detail: "当前正在回调的过程事件上下文；没有活动事件时为空字符串或 0。".to_string() },
                     ManualField { name: "latest_process_kind/latest_process_order_id/latest_process_symbol/latest_process_side/latest_process_detail".to_string(), field_type: "string/int".to_string(), detail: "当前阶段最近一条过程事件的摘要，可用于让 on_day/open_auction 逻辑响应 earlier lifecycle 或订单事件。".to_string() },
diff --git a/docs/rqalpha-gap-roadmap.md b/docs/rqalpha-gap-roadmap.md
index 8130cd8..fd0eff1 100644
--- a/docs/rqalpha-gap-roadmap.md
+++ b/docs/rqalpha-gap-roadmap.md
@@ -31,7 +31,7 @@ current alignment pass.
 - [x] `update_universe`
 - [x] `subscribe`
 - [x] `unsubscribe`
-- [ ] tick-frequency subscription guards exposed at strategy API level
+- [x] tick-frequency subscription guards exposed at strategy API level
 
 ### Phase 4: Algo order parity
 
@@ -57,5 +57,5 @@ current alignment pass.
 
 ## Current Step
 
-Active implementation target: Phase 2/3 follow-up, finer `1m`/`tick`
-strategy execution entrypoints and subscription guards.
+Active implementation target: Phase 2 follow-up, finer `1m`/`tick`
+strategy execution entrypoints beyond the current explicit intraday schedules.